Optimal portfolio in the presence of transaction costs and convex risk measure

Edward Lungu, Offen Elias Rabson, Doctor Obonye

Research output: Contribution to journalArticle

Original languageEnglish
JournalInternational Journal of Financial Engineering
VolumeInternational Journal of Financial Engineering
DOIs
Publication statusPublished - 2017

Cite this

Lungu, Edward ; Elias Rabson, Offen ; Obonye, Doctor. / Optimal portfolio in the presence of transaction costs and convex risk measure. In: International Journal of Financial Engineering. 2017 ; Vol. International Journal of Financial Engineering.
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title = "Optimal portfolio in the presence of transaction costs and convex risk measure",
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year = "2017",
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Optimal portfolio in the presence of transaction costs and convex risk measure. / Lungu, Edward; Elias Rabson, Offen; Obonye, Doctor.

In: International Journal of Financial Engineering, Vol. International Journal of Financial Engineering, 2017.

Research output: Contribution to journalArticle

TY - JOUR

T1 - Optimal portfolio in the presence of transaction costs and convex risk measure

AU - Lungu, Edward

AU - Elias Rabson, Offen

AU - Obonye, Doctor

PY - 2017

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DO - 10.1142/S2424786317500414

M3 - Article

VL - International Journal of Financial Engineering

JO - International Journal of Financial Engineering

JF - International Journal of Financial Engineering

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